If the selector lever will not move from P using the proper shift procedure, continue to hold down the brake pedal.

Take the vehicle to an Authorized Mazda Dealer to have the system checked.
Shift-Lock System
Manual Shift ModeOil Cooler Removal/Installation [Mzr 2.0, Mzr 2.5]
WARNING:
Hot engines and engine oil can cause severe burns. Turn off the engine and
wait until it and the engine oil have cooled.
A vehicle that is lifted but not securely supported on safety stands is dangerous.
It can slip or fall, causing death or serious injury. Never work ...
Drive Shaft (Double Offset Joint) Disassembly/Assembly
1. Disassemble in the order indicated in the table.
2. Assemble in the reverse order of disassembly.
1
Boot band (transaxle side)
(See DRIVE SHAFT (TRIPOD JOINT) DISASSEMBLY/ASSEMBLY.)
2
Outer ring
(See Outer Ring, Clip Assembly Note. ...
Steering Gear And Linkage Assembly
CAUTION:
To prevent damage to the steering gear, secure it to the vise using a copper
plate or clean cloth.
1. Assemble in the order indicated in the table.
1
Gear housing
2
Mounting rubber
(See Mounting Rubber Assembly No ...